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Mathematics
anArkitek
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Variational Calculus
1. What is variational calculus?To find a stationary function of a functional I[f]I[f]I[f] (function of functions), solve (usually differential) equation for stationary function f(x)f(x)f(x).(e.x.) ...原创 2019-06-22 04:32:37 · 315 阅读 · 0 评论 -
高斯牛顿法和LM法
文章目录1. 高斯牛顿法以线性回归为例,假设最佳函数为 y=θTxy=\bold{\theta}^T\mathbf{x}y=θTx, 对于每对观测结果(x(i),y(i))(x^{(i)},y^{(i)})(x(i),y(i)),都有y(i)=θTx(i)+ϵ(i)y^{(i)}=\theta^T x^{(i)} + \epsilon^{(i)}y(i)=θTx(i)+ϵ(i)最后就是从...原创 2019-09-22 03:24:13 · 7429 阅读 · 1 评论 -
非线性优化(梯度下降,高斯法)
文章目录1. 什么是非线性优化2. 问题举例3. 通过迭代求解问题4. 总结1. 什么是非线性优化非线性优化的表达形式:minxf(x)\min_x f(x)xminf(x)当 f(x) 是一个非线性函数的时候,这个问题就是一个非线性优化的问题。2. 问题举例f(x)=x2+2x+1 f(x) = x^2 + 2x +1f(x)=x2+2x+1这个是非线性优化中最简...原创 2019-09-21 06:09:51 · 2600 阅读 · 0 评论 -
Integrating Factor
文章目录Integrating FactorsIntegrating FactorsWhen we have an equation like(3xy+y2)+(x2+xy)y′=0(3xy + y^2) + (x^2+xy)y' = 0(3xy+y2)+(x2+xy)y′=0in the form off(x,y)+g(x,y)y′=0f(x,y) + g(x,...原创 2019-07-27 05:33:27 · 1760 阅读 · 0 评论 -
Covariance and Correlation
Covariance and CorrelationDemystifying the termsCovariance indicates the direction of the linear relationship between variables.Correlation on the other hand measures both the strength and directio...原创 2019-07-26 03:04:28 · 404 阅读 · 0 评论 -
Partial Differential Equations (PDEs)
Partial Differential Equations (PDEs)12.1 PDEs(Defintion) of PDEA PDE is an equation involving one or more partial derivatives of an unknownThe order of a PDE: the highest order of the partial de...原创 2019-07-20 07:54:41 · 1622 阅读 · 0 评论 -
CHAP. 6 Laplace Transform
Table of Contents6.1 Laplace Transform(Def)ReferencesFormula TableProperties(Ex01) 常数方程(Ex02) 指数方程(Ex03) 整数次多项式(Ex04) 拓展多项式到非整数次(Ex05) 无法进行拉普拉斯转换的情况(Ex06) 非连续方程Theorem 1:(Ex07) 一些练习6.2 Derivatives(Pro...原创 2019-07-07 09:14:26 · 260 阅读 · 0 评论 -
Contour Integral
Many integrals can be solved with the help of a number of techniques.substituionintegration by partsBut some are just nasty∫0∞1x4+1dx\int_{0}^{\infty} \frac{1}{x^4 + 1} dx∫0∞x4+11dxIt can b...原创 2019-07-06 21:25:56 · 589 阅读 · 0 评论 -
Exact Differential Equations
When we have a functionM(x,y)+N(x,y)y′=0M(x,y) + N(x,y)y' = 0M(x,y)+N(x,y)y′=0If we take the derivative MyM_yMy and NxN_xNx, and they are equal:My(x,y)=Nx(x,y)M_y(x,y) = N_x(x,y)My(...原创 2019-07-06 08:28:43 · 540 阅读 · 0 评论 -
Calculus Revisited: Complex Variables and Differential Equations
The Complex Numbers1. Why is complex number useful?y′′(t)+y(t)=0y''(t) + y(t) = 0y′′(t)+y(t)=0can mean the acceleration of an object plus the displacement of an object equal zer...原创 2019-07-11 09:06:07 · 265 阅读 · 0 评论 -
矩阵小知识
文章目录0. 矩阵种类埃尔米特矩阵(Hermitian Matrix)酉矩阵 (Unitary Matrix)可对角化矩阵正规矩阵(Normal Matrix)正定1. LU 分解分解的条件2. 特征分解 (Eigen Decomposition / Spectral Decomposition)实对称矩阵的特征分解3. QR 分解4. cholesky 分解半正定的情况实数的情况逆命题$LDL...原创 2019-09-22 10:43:14 · 888 阅读 · 0 评论